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Amazon's stock shot up after reporting a fourth quarter profit, "proving" to skeptics that they can turn on the profit faucet whenever they want to. This was heralded by most as a spectacular event, for a retailer to actually make a profit in the fourth quarter...But how does that... More »

The process of choosing a trading strategy, will determine your success or failure in trading.Choosing a trading strategy can be much like a mathematical formula, and I'm calling it: The Three WWW:Who Am I - refer to your personality traits. By that, it means: are you an emotional person? or... More »

(click to enlarge)Kamakura Corporation reported today that its troubled company index was down 0.09% to 6.47%. At this level, the index is at the 82nd percentile of corporate credit conditions over the period from 1990 to the present. The record low in the index, the 100th percentile, was 3.95%... More »

(click to enlarge)The blue line is the firm's one year default probability. The yellow line is the annualized one month default probability.Background on the Default Probability Models UsedThe Kamakura Risk Information Services version 5.0 Jarrow-Chava reduced form default probability model... More »

(click to enlarge)The blue line is the firm's one year default probability. The yellow line is the annualized one month default probability.Background on the Default Probability Models UsedThe Kamakura Risk Information Services version 5.0 Jarrow-Chava reduced form default probability model... More »

(click to enlarge)The blue line is the firm's one year default probability. The yellow line is the annualized one month default probability.Background on the Default Probability Models UsedThe Kamakura Risk Information Services version 5.0 Jarrow-Chava reduced form default probability model... More »

(click to enlarge)The term structure of default probabilities shows the annualized probabilities of default for maturities ranging from 1 month to 10 years. The "KDP-jc5" model is the Kamakura Default Probability using the Jarrow-Chava version 5.0 model, the best-performing default... More »

(click to enlarge)The term structure of default probabilities shows the annualized probabilities of default for maturities ranging from 1 month to 10 years. The "KDP-jc5" model is the Kamakura Default Probability using the Jarrow-Chava version 5.0 model, the best-performing default... More »